+227.4%
WPM vs RRC
+135.4%
+91.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +3.1% | -0.5% | +3.6% | +3.1% |
| 30D | -1.8% | +25.2% | -27.0% | -4.4% |
| 3M | +1.0% | +27.8% | -26.8% | -1.9% |
| 6M | -5.4% | +27.2% | -32.7% | -8.3% |
| YTD | +15.9% | +48.2% | -32.3% | +9.8% |
| 1Y | +30.8% | +34.7% | -3.9% | +25.4% |
| 3Y | +222.6% | +62.2% | +160.4% | +198.4% |
| 5Y | +227.4% | +130.9% | +96.5% | +187.1% |
| All | +227.4% | +135.4% | +91.9% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling